+478.8%
GLW vs FICO
+514.7%
-35.9%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | +0.9% | -13.8% | -13.1% |
| 7D | -19.7% | -0.3% | -19.5% | -19.7% |
| 30D | -38.8% | +1.7% | -40.5% | -39.5% |
| 3M | -33.9% | -35.2% | +1.3% | -30.1% |
| 6M | -36.0% | -33.7% | -2.3% | -35.0% |
| YTD | +18.7% | -58.2% | +76.9% | +34.9% |
| 1Y | +19.8% | -56.6% | +76.4% | +34.1% |
| 3Y | +294.3% | -24.0% | +318.3% | +230.1% |
| 5Y | +205.7% | +86.1% | +119.7% | +63.4% |
| All | +478.8% | +514.7% | -35.9% | +58.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FICO.
Daily Out/Under-Performance
Portfolio return minus FICO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FICO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded FICO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling